A Benchmark Approach to Quantitative Finance

Language: English

Published by Springer, Springer Vieweg Sep 2006, 2006

3540262121 / 9783540262121

Series: Book 24 of 53 - Springer Finance

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This item is printed on demand - Print on Demand Titel. Neuware -The benchmark approach is a framework for financial market modeling that extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfolio optimization, derivative pricing, integrated risk management and insurance risk modeling. The first part of this book describes the necessary tools from probability theory, statistics, stochastic calculus and the theory of stochastic differential equations with jumps. The second part is devoted to financial modeling under the benchmark approach, explaining various quantitative methods for the fair pricing and hedging of derivatives. It aims to be a self-contained, accessible but mathematically rigorous introduction to quantitative finance for readers having a reasonable mathematical or quantitative background. Finally, the book should stimulate interest in the benchmark approach by describing some of its power and wide applicability. A Benchmark Approach to Quantitative Finance is intended for a wide audience including quantitative analysts, postgraduate students and practitioners in finance, economics and insurance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 720 pp. Englisch.…

Seller Inventory # 9783540262121

Title
A Benchmark Approach to Quantitative Finance
Author
Eckhard Platen
Publisher
Springer, Springer Vieweg Sep 2006
Publication year
2006
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3540262121
ISBN 13
9783540262121
Item weight
1,364 grams
Dimensions
241x160x50 mm
Series
Book 24 of 53: Springer Finance

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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